library(RTMB)

# for data we use the built-in data "InsectSprays"
par <- list(logAlpha=rep(0,nlevels(InsectSprays$spray)))
f<-function(par){
  getAll(InsectSprays, par)  
  lambda <- exp(logAlpha[spray])
  nll <- -sum(dpois(count,lambda,log=TRUE))
  nll
}
obj <- MakeADFun(f, par)
opt <- nlminb(obj$par, obj$fn, obj$gr)